hw5sol - 9,he" d? ure drnaa;y elauQ , ilc fr** t4...

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[. Yo\: V o"r (Xt1= Vw ( dXtr t Zt + | Zt" ) = {V*CXI-) + d+p'o'+ >h, C+Xt-r ,p4-,) = A' Var LYe ) * rt+p')o'. + :qp o" + (/d) V*'( )G) = I 1+p\->;/3 ) s- V,,.rCXe)= (-_ry )t : f@) l-ct> = (,rtt CY.6, -- l\ = (->r/ L dxr-t+7i+F*- / Xt-r ) = AVa,r(xt-,)* FW(Zt_t,Xr_r ) = Jfcol+Ftra = (t#Dcd+P) -r fr#o (/+dF) @+ F) = 1+ p,+ up tXt6, Xr) =-CwCMt+F-rf zut<+p&rn , X+) Xt-t) PrD = Ettl* fp) il- Vl =- Cov l'rk> = 6[ fk-t) Wl --dF(k*r) C*tr* wA ARrluA =+, + - a Cpv(Ytrk-t , Xt)* Cov(Zur**pZ+*_, ,Xt) Y \--- ?l-ttr-r; F- k7z Y>, z ftLdrl fr7) (l-nl/ X+.= qUJ) Et F= d'L =- t 2 cn ) , wefd tu*
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tbl Th" rurb .f Ll-b )cl-o':$):o ryre B=' , er l!= z Anl 0= I Lie> an the unit aM.L, So f/e pto(c* r! nilbstah'srwrtl. " the reob "f l-0,g6:e i: D=>. )o fie pwes is iwwtiib. G ) . X, = (t-o,gB) I t_D)-, ( t_0.: B)-t Zt =(/-osD) (,+B-ro? ...) ( ft o.2B+a,r.E* .. . ) gt = ( I+ o,'7 D t 0.6t*B'+ 0.6>t A3t . .- ) Zt flrc 7rtnt dree *,flb are. 0.7, 0"6v, 0.6g.
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Unformatted text preview: 9,he" d? ure drnaa;y elauQ , ilc fr** t4 nor,_ ozb.dW . d) Zt = (t-DU-o->b) tt-o,soj,Xt = ( l_t.zB+0.>6,) f *o.s1to.,;g1 ...) Xt =(l- o.)13*atrf-o.o7SB3+ _ -_ )Xt Ti{. fr>t du, * ale -'.),-D./.g, -ao!r. )rhee dV. tre d@r&tv w&t*, thz froess ,3 la4zrh,ll_. Cl- B*cF")Xt: zr is "anrrwp 9 '-B-cD":o aarl tefr rw6 hbs or"tr;de uu,f c*dz Cwbtt"-t-c- =o h'e, hsiol-e_ urt,t cr rote_ . 3. t+ {rFA-l <l til vhen H*t)r e il,^:t/4 c>r-t-t< ry tiil wheu lt+c < o nhtrrla cr4 =+ tt JLF$j,, + j+V <r +.c>-l :> -l< c ._i b*b;nu pith d ) . Lte lpra -ile fu*,nry owtd*on 11C<o vt c= -ft Xt - Xr-r t Tb Xt-, - Zt fc*'f> t' A'^t+-fr =o &rr- ?, =* awl W.= t Yd" - worlb", Eymvn: P"l=A'-tA': I &r)= ]e,+t*=# 2 A,=H. A.= * 4 (b=#tf1rt r fi414 + t- D- CB'+CB] : Q An" one rpot af Br I , arut ;t dees** Ue ua.tsiotL ulr;t c1'nk- . So de fnccas h nory-sbtThe/ f* orttr vo,h4p- "f c...
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This note was uploaded on 02/28/2012 for the course AMS 316 taught by Professor Xing during the Fall '09 term at SUNY Stony Brook.

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hw5sol - 9,he" d? ure drnaa;y elauQ , ilc fr** t4...

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